August Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 8/1/2023
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   14,669 4.5 253 0.1 324,589
NON U.S.   26,173 8.1 2,756 0.8  
  15 40,842 12.6 3,009 0.9  
CBT WHEAT-HRW U.S.   8,445 4.5 57 0.0 186,603
NON U.S.   15,971 8.6 3,391 1.8  
  13 24,416 13.1 3,448 1.8  
CBT CORN U.S.   53,591 4.1 0 0.0 1,317,852
NON U.S.   78,079 5.9 6,887 0.5  
  14 131,670 10.0 6,887 0.5  
CBT SOYBEANS U.S.   26,041 4.1 1,833 0.3 639,859
NON U.S.   38,160 6.0 10,169 1.6  
  14 64,201 10.0 12,002 1.9  
IFED CALIF CARBON 23 NON U.S.   1,170 0.7 65,241 36.7 177,808
  8 1,170 0.7 65,241 36.7  
IFED RGGI V2023 NON U.S.   2,209 4.1 31,127 58.2 53,441
  5 2,209 4.1 31,127 58.2  
CBT SOYBEAN OIL U.S.   23,816 5.0 1,933 0.4 475,393
NON U.S.   34,892 7.3 531 0.1  
  11 58,708 12.3 2,464 0.5  
CBT UST BOND U.S. 6 24,747 1.9 3,490 0.3 1,293,818
NON U.S. 10 3,525 0.3 27,195 2.1  
  16 28,272 2.2 30,685 2.4  
CBT ULTRA UST BOND U.S.   4,713 0.3 147 0.0 1,542,752
NON U.S.   2,194 0.1 12,205 0.8  
  7 6,907 0.4 12,352 0.8  
NYME NY HARBOR ULSD U.S.   9,045 2.8 4,853 1.5 328,403
NON U.S.   14,023 4.3 1,990 0.6  
  12 23,068 7.0 6,843 2.1  
IFED NAT GAS ICE LD1 U.S. 5 14,213 0.2 1,713,768 26.8 6,386,265
NON U.S. 9 62,927 1.0 1,065,968 16.7  
  14 77,140 1.2 2,779,736 43.5  
IFED NAT GAS ICE PEN U.S.   113,933 19.6 78,730 13.5 581,345
NON U.S.   76,529 13.2 15,473 2.7  
  9 190,462 32.8 94,203 16.2  
IFED NWP ROCKIES FIN BASIS U.S. 4 13,056 3.7 43,292 12.3 351,534
NON U.S. 5 31,516 9.0 144 0.0  
  9 44,572 12.7 43,436 12.4  
IFED AECO FIN BASIS U.S.   151 0.0 8,193 0.9 883,198
NON U.S.   16,966 1.9 495,030 56.0  
  7 17,117 1.9 503,223 57.0  
IFED CHICAGO FIN BASIS U.S.   18,459 5.5 5,031 1.5 333,391
NON U.S.   8,606 2.6 1,571 0.5  
  6 27,065 8.1 6,602 2.0  
IFED HSC FIN BASIS U.S. 4 63,799 10.4 14,332 2.3 615,020
NON U.S. 5 12,605 2.0 43,174 7.0  
  9 76,404 12.4 57,506 9.4  
IFED WAHA FIN BASIS U.S. 4 3,846 0.8 127,855 27.5 465,019
NON U.S. 5 330 0.1 35,539 7.6  
  9 4,176 0.9 163,394 35.1  
IFED CIG ROCKIES BASIS U.S. 4 1,443 0.4 204,646 53.0 386,129
NON U.S. 4 0 0.0 40,851 10.6  
  8 1,443 0.4 245,497 63.6  
IFED TCO Basis U.S.   31 0.0 88,195 40.5 217,770
NON U.S.   1,629 0.7 22,833 10.5  
  7 1,660 0.8 111,028 51.0  
IFED CG Mainline Basis U.S.   101 0.0 58,743 21.4 274,513
NON U.S.   0 0.0 46,549 17.0  
  5 101 0.0 105,292 38.4  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 7,109 0.9 257,409 33.8 760,838
NON U.S. 5 20,126 2.6 202,631 26.6  
  9 27,235 3.6 460,040 60.5  
IFED EP SAN JUAN BASIS U.S.   6,697 3.0 26,291 11.8 223,586
NON U.S.   0 0.0 21,772 9.7  
  5 6,697 3.0 48,063 21.5  
IFED HOUSTON SHIP CHANNEL (INDEX) U.S.   130,942 28.0 705 0.2 468,042
NON U.S.   15,908 3.4 0 0.0  
  5 146,850 31.4 705 0.2  
IFED MICHCON BASIS U.S.   302 0.1 38,025 14.0 271,585
NON U.S.   2,875 1.1 9,446 3.5  
  6 3,177 1.2 47,471 17.5  
IFED NGPL TXOK BASIS U.S.   1,587 0.6 79,568 31.0 256,786
NON U.S.   0 0.0 10,252 4.0  
  6 1,587 0.6 89,820 35.0  
IFED ONEOK GAS TRANSPORTATION BASIS U.S.   0 0.0 13,545 30.5 44,353
NON U.S.   3,307 7.5 4,750 10.7  
  5 3,307 7.5 18,295 41.2  
IFED TETCO M2 Basis (Receipts) U.S.   18,230 4.9 214,416 57.1 375,494
NON U.S.   0 0.0 13,523 3.6  
  5 18,230 4.9 227,939 60.7  
IFED TRANSCO LEIDY BASIS U.S.   1,802 2.1 16,376 19.4 84,581
NON U.S.   1,460 1.7 8,559 10.1  
  5 3,262 3.9 24,935 29.5  
NYME NAT GAS NYME U.S. 4 35,717 3.0 41,246 3.4 1,206,160
NON U.S. 11 59,838 5.0 23,164 1.9  
  15 95,555 7.9 64,410 5.3  
NYME HENRY HUB LAST DAY FIN U.S. 4 2,941 0.8 47,987 13.2 364,435
NON U.S. 5 2,719 0.7 46,427 12.7  
  9 5,660 1.6 94,414 25.9  
NYME HENRY HUB PENULTIMATE FIN U.S.   34,652 18.4 22,243 11.8 188,078
NON U.S.   49,739 26.4 5,615 3.0  
  10 84,391 44.9 27,858 14.8  
CBT SOYBEAN MEAL U.S.   18,515 3.8 159 0.0 489,771
NON U.S.   34,642 7.1 563 0.1  
  11 53,157 10.9 722 0.1  
ICUS COTTON NO. 2 U.S.   8,947 4.2 559 0.3 211,204
NON U.S.   22,767 10.8 12,558 5.9  
  14 31,714 15.0 13,117 6.2  
NYME HENRY HUB U.S. 4 9,129 2.2 133,341 31.7 421,003
NON U.S. 6 21,950 5.2 90,362 21.5  
  10 31,079 7.4 223,703 53.1  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 22,965 17.3 14,904 11.2 133,022
NON U.S. 6 35,660 26.8 10,339 7.8  
  10 58,625 44.1 25,243 19.0  
CBT UST 2Y NOTE U.S. 6 15,977 0.4 14,840 0.4 3,634,325
NON U.S. 29 36,597 1.0 26,810 0.7  
  35 52,574 1.4 41,650 1.1  
CBT UST 10Y NOTE U.S. 8 77,274 1.6 13,154 0.3 4,830,156
NON U.S. 25 28,089 0.6 91,575 1.9  
  33 105,363 2.2 104,729 2.2  
CBT ULTRA UST 10Y U.S.   56,591 3.2 828 0.0 1,786,959
NON U.S.   3,290 0.2 12,473 0.7  
  6 59,881 3.4 13,301 0.7  
CBT UST 5Y NOTE U.S. 9 39,356 0.7 38,739 0.7 5,557,476
NON U.S. 22 74,111 1.3 69,579 1.3  
  31 113,467 2.0 108,318 1.9  
CBT FED FUNDS U.S. 6 170,923 11.8 91,915 6.4 1,445,326
NON U.S. 25 176,216 12.2 108,422 7.5  
  31 347,139 24.0 200,337 13.9  
CME EURO SHORT TERM RATE U.S.   1,345 17.9 289 3.8 7,512
NON U.S.   2,038 27.1 2,230 29.7  
  5 3,383 45.0 2,519 33.5  
CME LEAN HOGS U.S.   8,760 4.2 0 0.0 209,937
NON U.S.   18,415 8.8 3,579 1.7  
  11 27,175 12.9 3,579 1.7  
CME LIVE CATTLE U.S.   9,466 2.9 1,115 0.3 320,998
NON U.S.   16,047 5.0 2 0.0  
  10 25,513 7.9 1,117 0.3  
CME FEEDER CATTLE U.S.   791 1.4 8 0.0 58,200
NON U.S.   1,259 2.2 1,041 1.8  
  7 2,050 3.5 1,049 1.8  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   387 1.4 1,669 5.9 28,149
NON U.S.   510 1.8 938 3.3  
  5 897 3.2 2,607 9.3  
IFED BUTANE OPIS MT BELV NONTET FP U.S.   185 0.7 1,269 4.8 26,400
NON U.S.   144 0.5 622 2.4  
  5 329 1.2 1,891 7.2  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,886 5.9 82,535
NON U.S.   0 0.0 1,164 1.4  
  5 0 0.0 6,050 7.3  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   2,711 2.2 2,010 1.6 123,845
NON U.S.   5,287 4.3 485 0.4  
  5 7,998 6.5 2,495 2.0  
NYME PROPANE NON-LDH MT BEL U.S.   18 0.0 1,583 2.5 64,136
NON U.S.   328 0.5 1,515 2.4  
  8 346 0.5 3,098 4.8  
NYME PROPANE U.S.   3,419 2.1 4,530 2.7 165,762
NON U.S.   1,488 0.9 2,833 1.7  
  9 4,907 3.0 7,363 4.4  
NYME MT BELVIEU ETHANE OPIS U.S.   323 0.7 2,820 6.4 44,037
NON U.S.   240 0.5 3,151 7.2  
  7 563 1.3 5,971 13.6  
NYME MT BELV NORM BUTANE OPIS U.S.   511 0.8 2,803 4.4 64,209
NON U.S.   1,111 1.7 1,218 1.9  
  6 1,622 2.5 4,021 6.3  
NYME MT BELV NAT GASOLINE OPIS U.S.   55 0.2 1,938 6.2 31,490
NON U.S.   730 2.3 1,275 4.0  
  6 785 2.5 3,213 10.2  
NYME CONWAY PROPANE (OPIS) U.S.   787 2.8 0 0.0 28,064
NON U.S.   720 2.6 1,596 5.7  
  5 1,507 5.4 1,596 5.7  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   9,765 1.9 9,849 1.9 521,014
NON U.S.   1,431 0.3 2,385 0.5  
  5 11,196 2.1 12,234 2.3  
IFED WTI CRUDE OIL 1ST LINE U.S.   2,988 7.5 2,400 6.0 40,100
NON U.S.   2,298 5.7 0 0.0  
  5 5,286 13.2 2,400 6.0  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   0 0.0 15,800 28.8 54,798
  6 0 0.0 15,800 28.8  
NYME WTI-PHYSICAL U.S. 4 18,581 1.1 183,566 10.5 1,752,072
NON U.S. 11 36,877 2.1 108,480 6.2  
  15 55,458 3.2 292,046 16.7  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 6,035 4.8 32,088 25.3 126,830
NON U.S. 6 7,649 6.0 11,490 9.1  
  10 13,684 10.8 43,578 34.4  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   1,015 0.4 4,076 1.7 235,988
NON U.S.   150 0.1 183 0.1  
  5 1,165 0.5 4,259 1.8  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   2,059 1.0 17,120 8.4 203,008
NON U.S.   0 0.0 24,659 12.1  
  6 2,059 1.0 41,779 20.6  
ICUS COCOA U.S.   2,859 0.8 8,681 2.5 350,955
NON U.S.   3,914 1.1 13,246 3.8  
  9 6,773 1.9 21,927 6.2  
NYME PALLADIUM U.S.   2,996 16.0 215 1.1 18,706
NON U.S.   1,427 7.6 149 0.8  
  13 4,423 23.6 364 1.9  
NYME PLATINUM U.S. 5 1,137 1.7 18,781 27.3 68,875
NON U.S. 22 3,576 5.2 4,773 6.9  
  27 4,713 6.8 23,554 34.2  
ICUS SUGAR NO. 11 U.S.   7,275 0.8 22,087 2.4 919,658
NON U.S.   41,689 4.5 64,050 7.0  
  12 48,964 5.3 86,137 9.4  
ICUS COFFEE C U.S.   8,453 4.3 96 0.0 198,202
NON U.S.   11,257 5.7 10,959 5.5  
  18 19,710 9.9 11,055 5.6  
CMX SILVER U.S. 5 3,533 2.5 32,309 22.4 144,138
NON U.S. 16 8,695 6.0 25,165 17.5  
  21 12,228 8.5 57,474 39.9  
CMX COPPER- #1 U.S.   13,439 5.7 1,853 0.8 236,399
NON U.S.   18,649 7.9 7,866 3.3  
  17 32,088 13.6 9,719 4.1  
CMX GOLD U.S. 5 23,825 5.4 71,169 16.2 439,383
NON U.S. 24 35,660 8.1 76,599 17.4  
  29 59,485 13.5 147,768 33.6  
CME CANADIAN DOLLAR U.S.   27,000 17.7 3,637 2.4 152,606
NON U.S.   1,944 1.3 0 0.0  
  5 28,944 19.0 3,637 2.4  
CME MEXICAN PESO U.S.   0 0.0 3,992 1.7 236,446
NON U.S.   612 0.3 1,214 0.5  
  7 612 0.3 5,206 2.2  
CME BRITISH POUND U.S.   163 0.1 27,269 12.3 220,906
NON U.S.   1,053 0.5 5,529 2.5  
  6 1,216 0.6 32,798 14.8  
CME JAPANESE YEN U.S.   50,450 22.0 0 0.0 229,015
NON U.S.   2,399 1.0 6,341 2.8  
  8 52,849 23.1 6,341 2.8  
CME EURO FX U.S.   0 0.0 227,717 30.2 755,156
NON U.S.   13,097 1.7 5,307 0.7  
  15 13,097 1.7 233,024 30.9  
CME BRAZILIAN REAL NON U.S.   13,135 21.4 18,303 29.8 61,510
  5 13,135 21.4 18,303 29.8  
NYME GASOLINE RBOB U.S.   9,084 2.5 5,244 1.4 366,551
NON U.S.   11,594 3.2 3,645 1.0  
  12 20,678 5.6 8,889 2.4  
CME NZ DOLLAR U.S.   1,054 2.9 0 0.0 36,091
NON U.S.   3,582 9.9 699 1.9  
  5 4,636 12.8 699 1.9  
E VIX FUTURES U.S.   600 0.1 2,626 0.7 400,082
NON U.S.   28,603 7.1 5,944 1.5  
  9 29,203 7.3 8,570 2.1  
CBT DJIA x $5 U.S.   4,122 3.6 59 0.1 113,039
NON U.S.   5,390 4.8 24,186 21.4  
  11 9,512 8.4 24,245 21.4  
CBT DOW JONES U.S. REAL ESTATE IDX U.S.   3,197 8.4 0 0.0 38,270
NON U.S.   468 1.2 4,625 12.1  
  5 3,665 9.6 4,625 12.1  
CME SOFR-3M U.S. 19 1,385,292 13.7 585,576 5.8 10,113,567
NON U.S. 84 919,709 9.1 1,040,111 10.3  
  103 2,305,001 22.8 1,625,687 16.1  
CME SOFR-1M U.S. 9 177,900 25.4 57,380 8.2 700,329
NON U.S. 32 110,731 15.8 87,389 12.5  
  41 288,631 41.2 144,769 20.7  
ICUS CANOLA NON U.S.   3,742 1.5 1,332 0.5 244,549
  5 3,742 1.5 1,332 0.5  
CME E-MINI S&P CONSUMER DISC INDEX U.S.   0 0.0 218 2.8 7,846
NON U.S.   0 0.0 4,883 62.2  
  5 0 0.0 5,101 65.0  
CME E-MINI S&P CONSU STAPLES INDEX NON U.S.   174 1.1 10,163 65.8 15,453
  5 174 1.1 10,163 65.8  
CME E-MINI S&P 500 U.S. 7 170,913 7.6 17,714 0.8 2,241,749
NON U.S. 23 56,686 2.5 141,796 6.3  
  30 227,599 10.2 159,510 7.1  
CME E-MINI S&P FINANCIAL INDEX NON U.S.   0 0.0 18,271 53.5 34,135
  5 0 0.0 18,271 53.5  
CME E-MINI S&P HEALTH CARE INDEX U.S.   679 4.5 0 0.0 14,936
NON U.S.   638 4.3 7,067 47.3  
  8 1,317 8.8 7,067 47.3  
CME E-MINI S&P TECHNOLOGY INDEX U.S.   211 1.8 0 0.0 11,906
NON U.S.   236 2.0 6,733 56.6  
  6 447 3.8 6,733 56.6  
CME E-MINI S&P UTILITIES INDEX U.S.   577 1.4 279 0.7 39,988
NON U.S.   8,372 20.9 7,834 19.6  
  5 8,949 22.4 8,113 20.3  
CME S&P 500 TOTAL RETURN INDEX U.S.   0 0.0 28,996 53.2 54,536
NON U.S.   3,698 6.8 3,000 5.5  
  5 3,698 6.8 31,996 58.7  
CME E-MINI S&P REAL ESTATE INDEX NON U.S.   0 0.0 7,889 80.6 9,788
  5 0 0.0 7,889 80.6  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   28,550 7.8 65,970 18.0 367,352
NON U.S.   39,908 10.9 90,220 24.6  
  9 68,458 18.6 156,190 42.5  
CME THREE-MONTH BLOOMBERG  ST BANK U.S.   2 0.0 6,110 79.1 7,726
NON U.S.   34 0.4 345 4.5  
  5 36 0.5 6,455 83.5  
CMX ALUMINUM MWP U.S.   9,069 33.1 0 0.0 27,394
NON U.S.   3,164 11.5 0 0.0  
  5 12,233 44.7 0 0.0  
CME NASDAQ MINI U.S. 5 10,551 4.0 1,741 0.7 262,908
NON U.S. 12 14,036 5.3 28,231 10.7  
  17 24,587 9.4 29,972 11.4